Share price$45.02
1D+1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:45.575Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:03.35295072Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:00:13.850537+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.78 | 274.4% | 24.6% | 41.47 | 137.2% | 8.5% |
| 25Δ | 54.06 | 238.9% | 20.9% | 42.08 | 124.6% | 7.3% |
| 30Δ | 52.34 | 203.4% | 17.1% | 42.70 | 112.1% | 6.0% |
| 35Δ | 50.62 | 167.9% | 13.4% | 43.31 | 99.5% | 4.8% |
| 40Δ | 48.90 | 132.4% | 9.6% | 43.93 | 87.0% | 3.5% |
| 45Δ | 47.18 | 96.9% | 5.8% | 44.55 | 74.4% | 2.3% |
| 50Δ | 45.46 | 61.5% | 2.1% | 45.19 | 70.0% | 1.4% |
| 55Δ | 44.58 | 59.5% | 1.0% | 45.90 | 88.4% | 1.3% |
| 60Δ | 44.01 | 69.9% | 0.9% | 46.62 | 106.8% | 1.2% |
| 65Δ | 43.43 | 80.3% | 0.8% | 47.33 | 125.2% | 1.1% |
| 70Δ | 42.85 | 90.7% | 0.7% | 48.04 | 143.6% | 1.0% |
| 75Δ | 42.28 | 101.1% | 0.6% | 48.76 | 162.0% | 1.0% |
| 80Δ | 41.70 | 111.5% | 0.5% | 49.47 | 180.4% | 0.9% |